-75.3%
TTD vs HPQ
+19.7%
-95.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.7% |
| 7D | +21.3% | +3.2% | +18.1% | +19.8% |
| 30D | +28.7% | -3.6% | +32.3% | +30.4% |
| 3M | +7.7% | -5.3% | +13.0% | +8.9% |
| 6M | -23.5% | +41.1% | -64.6% | -34.6% |
| YTD | -58.7% | +36.9% | -95.6% | -64.5% |
| 1Y | -63.4% | +23.5% | -86.9% | -67.2% |
| 3Y | -75.3% | +19.6% | -94.9% | -78.6% |
| All | -75.3% | +19.7% | -95.0% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HPQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling